Rencontres Mutualistes

Lundi et mardi, je serais a Beaune, en Bourgogne, pour les premières rencontres mutualistes. On m’a demande d’intervenir en ouverture de la seconde journée, sur le thème “segmentation et mutualisation”.

Les slides sont dès à  présent en ligne. Comme j’ai peu de temps, je reviendrais sur les grands principes de la tarification et du rôle de l’actuaire. J’ai ensuite pense qu’une discussion autour du graphique suivant pourrait être intéressante, en particulier sur les deux bornes, inférieure (‘average pricing‘) et supérieure (‘perfect pricing‘)

On finira avec un rapide retour sur les pricing games, pour conclure.


One thought on “Rencontres Mutualistes”

  1. Hi in “slide 26” the perfect pricing is represented in the y-coordinate to be 100% for all x, and this axis is referenced to as “Cumulative % of Loss”, that’s a little ambiguous as for the graph to be exact it’s necessary for the “Cumulative % of Loss” to be calculated with respect to the population in the interval (0,x). But it could also be “Cumulative % of Loss” with respect to the overall loss of the population in which case it should be the line starting at (0,0) to the point (x=%Total loss, y=100%) and then a flat horizontal line at y=100%. As in the next slide you refer this to be Lorentz curve I must let you know that in credit risk the Lorentz curve is usually used with the second interpretation whereas we use the first one as the ROC curve.

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